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    OrderBook

    Good evening,

    I need to use the OrderBook level for a strategy on Futures.

    How can I get :

    - Bid1 ;Bid1; Volume1 //I can get this one with : MarketData
    - Bid2 ;Bid2; Volume2 //How ?
    - Bid3 ; Bid3; Volume3 //How ?
    - Bid4 ; Bid4; Volume4 //How ?
    - Bid5 ; Ask5, Volume5 //How ?

    Thanks,
    Steven

    #2
    Steven, you could access those with OnMarketDepth() -

    http://www.ninjatrader.com/support/f...ead.php?t=3478
    BertrandNinjaTrader Customer Service

    Comment


      #3
      thank you,
      regards,
      Steven

      Comment

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